-90.0%
MARA vs LVS
+27.0%
-117.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.6% |
| 7D | +13.8% | -2.7% | +16.6% | +15.6% |
| 30D | +24.7% | -4.7% | +29.4% | +27.5% |
| 3M | -10.4% | -15.6% | +5.1% | -2.2% |
| 6M | +37.6% | -18.6% | +56.3% | +52.7% |
| YTD | +32.7% | -32.3% | +65.0% | +62.2% |
| 1Y | -25.2% | -18.0% | -7.2% | -19.2% |
| 3Y | +9.3% | -5.8% | +15.1% | +5.4% |
| 5Y | -69.3% | +5.7% | -75.1% | -72.9% |
| 10Y | -73.6% | 0.0% | -73.6% | -77.5% |
| All | -90.0% | +27.0% | -117.0% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling